Make sure the radio dongle you're using is a good one.
I don't think lag is normal nor acceptable, these are radio waves we're talking about, they travel at the speed of light. There should be no perceptible lag, bluetooth is more than capable of handling audio with no lag. Bluetooth's bandwidth limit is 800kbps which is a way higher bitrate than most people listen to music at. For example a typical 1080p youtube video has 192kbps audio bitrate. It doesn't even come close to the limit. If for some reason your device is trying to shove video signals down the bluetooth stream though, it will probably prioritize the video and that will cause an audio desync. This is probably a windows configuration problem, not sure exactly what but there's probably a solution you can find by searching. Setting your video player to high CPU priority might fix it immediately, or unchecking one of the CPU affinity boxes to leave one CPU free for other duties might work as well.
Possible contributors to lag are excessive distance of the receiver from the transmitter. Another possibility is too many bluetooth or wifi devices in the area which will cause a literal traffic jam, packet damage / errors etc. Not sure if it's possible to change the bluetooth frequency of your devices or not. This includes traffic from neighbors. Another possibility is bad radio signal reception in your particular room. That could be due to a whole lotta complicated factors. Not easy to test for without specialized radio antenna equipment.
Other possibilities are insufficient encoding performance - if your computer is too slow to handle playing high resolution video AND encoding of the packets at the same time, the audio will desync. Unlikely for most decent pc's but it is possible depending on the configuration.
Updating your bluetooth firmware -might- resolve the issue. Otherwise getting a better dongle will probably solve it if the issue isn't caused by having noise cancelling turned on in the headphones.
Here is an interesting thread that may be related to the problem you're having. If the design is as bad as the Sony headphones they're talking about near the top of the thread, it may be worth getting different headphones with a better design that doesn't bounce the signal around a hundred times before playing sound to your ears:
https://www.reddit.com/r/GooglePixel/comments/7qc9ai/bluetooth_latency_audiovideo_lag_the/